Malnati shot a career-best, nine-under 61 to tie a tournament record in the first round of the final Classic, giving him a two-shot lead.
When Malnati stood on the first tee, his caddie suggested leaving the driver in his bag to play it safe and set up a solid start.
Malnati, though, went against the advice and used his driver to put a tee shot in the middle of the fairway that set up his first of seven birdies on the front nine.
"Even in the beginning before I knew it was going to be a special day, I didn't feel the same level of like anxiety," he said.
With thoughts of a sub-60 round crossing his mind, he made a 55-foot putt for birdie at No.11 and was nine under through 13 holes before missing some putts down the stretch in a bogey-free round.
Detroit Golf Club has undergone a major renovation, including converting a couple of par-5 holes into par 4s and adding a lot of bunkers, in an attempt to restore Donald Ross's vision for it more than a century ago, while making it more challenging.
"I don't think I took advantage of a super easy course," said the 39-year-old Malnati, who has won on the PGA Tour in 2024 and 2015. "I played great."
He wasn't alone.
Rickie Fowler and Ryan Gerard shot 63s, putting them two shots back and one stroke ahead of Patrick Cantlay and Patrick Fishburn.
Michael Brennan surged up the leaderboard after starting two over through four holes with eight straight birdies - one shy of the PGA Tour record. He finished with a 65, putting him four strokes back with a pack of players that includes Keegan Bradley.
Malnati will have to hold off a field that is stronger than usual in Detroit.
Some of the top players in the field, though, did not get off to a good start. Cameron Young, the No.3 player in the world, shot a one-under 69 and US Open champion Wyndham Clark was one over.
Cam Davis (68) is the leading Australian at two under, while Karl Vilips is a stroke behind and one ahead of Ryan Ruffels.
The Classic and next week's Wyndham Championship are the last two tournaments left before the top 70 advance to the FedEx Cup post-season.